Hölder Stability Estimate for a Retrospective Problem of Mean Field Games With a Non-Quadratic Hamiltonian

Abstract

Hölder stability estimate and uniqueness are proven for a retrospective problem of Mean Field Games with a non-quadratic Hamiltonian. The previous result was only for the quadratic Hamiltonian. The main tool is the apparatus of Carleman estimates. The Mean Field Games theory has a broad range of applications in socio-economic sciences.

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